+65.4%
FDX vs JHX
-27.7%
+93.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.4% |
| 7D | -3.9% | -4.9% | +1.0% | -2.8% |
| 30D | -3.3% | -9.3% | +6.0% | -1.3% |
| 3M | -2.0% | +28.1% | -30.0% | -7.5% |
| 6M | +8.0% | +35.2% | -27.2% | +0.3% |
| YTD | +35.0% | +35.9% | -0.9% | +25.0% |
| 1Y | +73.7% | +42.5% | +31.2% | +58.4% |
| 3Y | +61.6% | -4.5% | +66.1% | +46.4% |
| 5Y | +65.4% | -27.1% | +92.5% | +57.1% |
| All | +65.4% | -27.7% | +93.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling